//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Time series analysis"
~subject:"Volatilität"
~isPartOf:"International review of economics & finance : IREF"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Volatilität
Theorie
812
Theory
812
Estimation
118
Schätzung
118
Portfolio selection
70
Portfolio-Management
70
Börsenkurs
62
Capital income
62
Kapitaleinkommen
62
Share price
62
Geldpolitik
60
Monetary policy
60
Volatility
56
Risiko
48
Risk
48
Exchange rate
47
Wechselkurs
47
CAPM
46
Welfare analysis
40
Welt
40
Wohlfahrtsanalyse
40
World
40
Auslandsinvestition
38
Foreign investment
38
Duopol
36
Duopoly
36
Forecasting model
36
Prognoseverfahren
36
Risikoprämie
33
Risk premium
33
Stock market
33
Aktienmarkt
32
Asymmetric information
29
Asymmetrische Information
29
Financial market
29
Finanzmarkt
29
Schock
29
Shock
29
Hedging
28
more ...
less ...
Online availability
All
Undetermined
50
Free
1
Type of publication
All
Article
75
Type of publication (narrower categories)
All
Article in journal
75
Aufsatz in Zeitschrift
75
Conference paper
1
Konferenzbeitrag
1
Language
All
English
75
Author
All
Chen, Shyh-Wei
3
Xie, Zixiong
3
Brooks, Robert
2
Chen, Wang
2
Alba, Joseph D.
1
Alexeev, Vitali
1
Alexiou, Constantinos
1
Angelidis, Timotheos
1
Ané, Thierry
1
Apostolakis, George N.
1
Aragó, V.
1
Arize, Augustine Chuck
1
Aytuğ, Hüseyin
1
Baldi, Lucia
1
Bali, Rakesh
1
Barky, Walid
1
Barreda Tarrazona, Iván J.
1
Benkato, Omar M.
1
Billio, Monica
1
Boughrara, Adel
1
Breaban, Adriana
1
Bu, Jinfeng
1
Buncic, Daniel
1
Caldeira, João F.
1
Caporin, Massimiliano
1
Caraiani, Petre
1
Chang, Juin-jen
1
Chang, Kuang-Liang
1
Chang, Tsangyao
1
Chang, Yu-Chien
1
Chao, Shih-Wei
1
Chen, An-sing
1
Chen, Denghui
1
Chen, Jinyu
1
Chen, Yu-Hao
1
Chia, Wai-mun
1
Chou, Yu-Hsi
1
Chuang, Wen-I
1
Corzo Santamaría, Teresa
1
Dahmene, Meriam
1
more ...
less ...
Published in...
All
International review of economics & finance : IREF
Journal of econometrics
414
Economics letters
340
International journal of forecasting
335
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
277
Journal of forecasting
253
NBER working paper series
219
Working paper / National Bureau of Economic Research, Inc.
213
Discussion paper / Tinbergen Institute
207
NBER Working Paper
207
Econometric theory
198
Econometric reviews
166
Economic modelling
165
Applied economics
151
Journal of banking & finance
126
Journal of economic dynamics & control
126
Working paper
126
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
124
Journal of applied econometrics
116
Discussion paper / Centre for Economic Policy Research
115
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
111
Applied economics letters
109
Journal of empirical finance
109
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
107
CREATES research paper
102
Computational economics
100
Energy economics
99
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
91
Journal of international money and finance
90
Finance research letters
87
Working paper / Department of Econometrics and Business Statistics, Monash University
86
International journal of theoretical and applied finance
85
Journal of financial economics
83
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
78
EUI working paper / ECO
75
International review of financial analysis
75
CESifo working papers
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Macroeconomic dynamics
70
The European journal of finance
69
more ...
less ...
Source
All
ECONIS (ZBW)
75
Showing
1
-
50
of
75
Sort
Relevance
Date (newest first)
Date (oldest first)
1
On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy : evidence from a TVP-VAR model
Yao, Wei
;
Alexiou, Constantinos
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1054-1072
Persistent link: https://www.econbiz.de/10014446544
Saved in:
2
Stock return volatility and financial distress : moderating roles of ownership structure, managerial ability, and financial constraints
Giang Thi Huong Vuong
;
Nguyen Phuc Van
;
Barky, Walid
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 634-652
Persistent link: https://www.econbiz.de/10014492245
Saved in:
3
Size, value and volatility
Peterburgsky, Stanley
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 752-763
Persistent link: https://www.econbiz.de/10014492257
Saved in:
4
Realized volatility, price informativeness, and tick size : a market microstructure approach
Xiao, Xijuan
;
Yamamoto, Ryuichi
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 410-426
Persistent link: https://www.econbiz.de/10014446466
Saved in:
5
Uncertainty measure : as a proxy for the degree of market imperfection
Zhang, Hailiang
;
Muhammad, Atif Sattar
;
Wang, Haijun
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 159-171
Persistent link: https://www.econbiz.de/10014446735
Saved in:
6
Forecasting stock volatility using pseudo-out-of-sample information
Li, Xiaodan
;
Gong, Xue
;
Ge, Futing
;
Huang, Jingjing
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 123-135
Persistent link: https://www.econbiz.de/10014446892
Saved in:
7
High frequency market making during stressed periods
Xu, Ke
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 379-397
Persistent link: https://www.econbiz.de/10014472358
Saved in:
8
Stock market volatility prediction : evidence from a new bagging model
Luo, Qin
;
Bu, Jinfeng
;
Xu, Weiju
;
Huang, Dengshi
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 445-456
Persistent link: https://www.econbiz.de/10014472410
Saved in:
9
The value-growth premium in a time-varying risk return framework
Park, Keehwan
;
Jung, Mookwon
;
Fang, Zhongzheng
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 1500-1512
Persistent link: https://www.econbiz.de/10014475293
Saved in:
10
The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification
Billio, Monica
;
Caporin, Massimiliano
;
Panzica, Roberto …
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 196-223
Persistent link: https://www.econbiz.de/10014343115
Saved in:
11
On bank return and volatility spillovers : identifying transmitters and receivers during crisis periods
Apostolakis, George N.
;
Floros, Christos
;
Giannellis, …
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 156-176
Persistent link: https://www.econbiz.de/10013542907
Saved in:
12
Exchange rate dynamics with crash risk and interventions
Hui, Cho-Hoi
;
Lo, Chi-Fai
;
Liu, Chi-Hei
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 18-37
Persistent link: https://www.econbiz.de/10013342065
Saved in:
13
Market risk aversion under volatility shifts : an experimental study
Aragó, V.
;
Barreda Tarrazona, Iván J.
;
Breaban, Adriana
; …
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 552-568
Persistent link: https://www.econbiz.de/10013342631
Saved in:
14
Resolution of financial market uncertainty around the release of unemployment rate announcements
Gu, Chen
;
Chen, Denghui
;
Stan, Raluca
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 586-596
Persistent link: https://www.econbiz.de/10013342634
Saved in:
15
Does the SDR stabilize investing in commodities?
Jin, Jiayu
;
Han, Liyan
;
Xu, Yang
- In:
International review of economics & finance : IREF
81
(
2022
),
pp. 160-172
Persistent link: https://www.econbiz.de/10013343511
Saved in:
16
Systematic variations in exchange rate returns
Liu, De-Chih
;
Chang, Yu-Chien
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 569-583
Persistent link: https://www.econbiz.de/10013545634
Saved in:
17
Modeling and managing stock market volatility using MRS-MIDAS model
Chen, Wang
;
Lu, Xinjie
;
Wang, Jiqian
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 625-635
Persistent link: https://www.econbiz.de/10013545774
Saved in:
18
Early market efficiency testing among hydrogen players
Corzo Santamaría, Teresa
;
Martin-Bujack, Karin
; …
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 723-742
Persistent link: https://www.econbiz.de/10013545888
Saved in:
19
Mean reversion in Asia-Pacific stock prices : new evidence from quantile unit root tests
Nartea, Gilbert V.
;
Valera, Harold Glenn A.
;
Valera, …
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 214-230
Persistent link: https://www.econbiz.de/10012692224
Saved in:
20
Analysis of stock market volatility : adjusted VPIN with high-frequency data
Yang, Haijun
;
Feng, Xue
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 210-222
Persistent link: https://www.econbiz.de/10012692470
Saved in:
21
The effects of uncertainty measures on commodity prices from a time-varying perspective
Huang, Jianbai
;
Li, Yingli
;
Zhang, Hongwei
;
Chen, Jinyu
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 100-114
Persistent link: https://www.econbiz.de/10012627764
Saved in:
22
Nonlinearity in stock returns : do risk aversion, investor sentiment and, monetary policy shocks matter?
Dahmene, Meriam
;
Boughrara, Adel
;
Slim, Skander
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 676-699
Persistent link: https://www.econbiz.de/10012628018
Saved in:
23
Modeling realized volatility of the EUR/USD exchange rate : does implied volatility really matter?
Plíhal, Tomáš
;
Lyócsa, Štefan
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 811-829
Persistent link: https://www.econbiz.de/10012630769
Saved in:
24
The EHTS and the persistence in the spread reconsidered. A fractional cointegration approach
Vides, José Carlos
;
Golpe, Antonio A.
;
Iglesias, Jesús
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 124-137
Persistent link: https://www.econbiz.de/10012486490
Saved in:
25
The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market
Chang, Kuang-Liang
;
Lee, Chingnun
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 374-388
Persistent link: https://www.econbiz.de/10012486979
Saved in:
26
Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate
Peng, Wei
;
Hu, Shichao
;
Chen, Wang
;
Zeng, Yu-feng
;
Yang, Lu
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 137-149
Persistent link: https://www.econbiz.de/10012202498
Saved in:
27
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
28
Asset pricing with time varying pessimism and rare disasters
Zhang, Jian
;
Kong, Dongmin
;
Liu, Hening
;
Wu, Ji
- In:
International review of economics & finance : IREF
60
(
2019
),
pp. 165-175
Persistent link: https://www.econbiz.de/10012203951
Saved in:
29
Asymmetric jump beta estimation with implications for portfolio risk management
Alexeev, Vitali
;
Urga, Giovanni
;
Yao, Wenying
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 20-40
Persistent link: https://www.econbiz.de/10012205461
Saved in:
30
Asset prices with stochastic volatilities and a UIP puzzle
Lee, Eunhee
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 41-61
Persistent link: https://www.econbiz.de/10012322223
Saved in:
31
Understanding the sources of the exchange rate disconnect puzzle : a variance decomposition approach
Chou, Yu-Hsi
- In:
International review of economics & finance : IREF
56
(
2018
),
pp. 267-287
Persistent link: https://www.econbiz.de/10012033697
Saved in:
32
Modeling and forecasting multifractal volatility established upon the heterogeneous market hypothesis
Tao, Qizhi
;
Wei, Yu
;
Liu, Jiapeng
;
Zhang, Ting
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 143-153
Persistent link: https://www.econbiz.de/10012033354
Saved in:
33
Asymmetric adjustment and smooth breaks in dividend yields : evidence from international stock markets
Chen, Shyh-Wei
;
Xie, Zixiong
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 339-354
Persistent link: https://www.econbiz.de/10011747311
Saved in:
34
Real exchange rate returns and real stock price returns
Wong, Hock Tsen
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 340-352
Persistent link: https://www.econbiz.de/10011748479
Saved in:
35
Mutual information and persistence in the stochastic volatility of market returns : an emergent market example
Dima, Bogdan
;
Dima, Ştefana Maria
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 36-59
Persistent link: https://www.econbiz.de/10011754136
Saved in:
36
Evaluating exchange rate forecasts along time and frequency
Caraiani, Petre
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 60-81
Persistent link: https://www.econbiz.de/10011754137
Saved in:
37
Does the reserve options mechanism really decrease exchange rate volatility? : the synthetic control method approach
Aytuğ, Hüseyin
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 405-416
Persistent link: https://www.econbiz.de/10011754540
Saved in:
38
Macroeconomic factors and equity premium predictability
Buncic, Daniel
;
Tischhauser, Martin
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 621-644
Persistent link: https://www.econbiz.de/10011754673
Saved in:
39
Stock index hedging using a trend and volatility regime-switching model involving hedging cost
Su, Ender
- In:
International review of economics & finance : IREF
47
(
2017
),
pp. 233-254
Persistent link: https://www.econbiz.de/10011740154
Saved in:
40
Detecting speculative bubbles under considerations of the sign asymmetry and size non-linearity : new international evidence
Chen, Shyh-Wei
;
Xie, Zixiong
- In:
International review of economics & finance : IREF
52
(
2017
),
pp. 188-209
Persistent link: https://www.econbiz.de/10011791338
Saved in:
41
Does the US current account show a symmetric behavior over the business cycle?
Duncan, Roberto
- In:
International review of economics & finance : IREF
41
(
2016
),
pp. 202-219
Persistent link: https://www.econbiz.de/10011624701
Saved in:
42
Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
Saved in:
43
Systematic risk and volatility skew
Tzang, Shyh-Weir
;
Wang, Chou-Wen
;
Yu, Min-Teh
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 72-87
Persistent link: https://www.econbiz.de/10011625535
Saved in:
44
A macro-finance term structure model with multivariate stochastic volatility
Laurini, Márcio Poletti
;
Caldeira, João F.
- In:
International review of economics & finance : IREF
44
(
2016
),
pp. 68-90
Persistent link: https://www.econbiz.de/10011626008
Saved in:
45
Is the refining margin stationary?
Población, Javier
;
Serna, Gregorio
- In:
International review of economics & finance : IREF
44
(
2016
),
pp. 169-186
Persistent link: https://www.econbiz.de/10011626045
Saved in:
46
The overconfident trading behavior of individual versus institutional investors
Liu, Hsiang-Hsi
;
Chuang, Wen-I
;
Huang, Jih-Jeng
;
Chen, …
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 518-539
Persistent link: https://www.econbiz.de/10011626536
Saved in:
47
Do economic variables improve bond return volatility forecasts?
Chao, Shih-Wei
- In:
International review of economics & finance : IREF
46
(
2016
),
pp. 10-26
Persistent link: https://www.econbiz.de/10011626615
Saved in:
48
Assessing the idiosyncratic risk and stock returns relation in heteroskedasticity corrected predictive models using quantile regression
Nath, Harmindar B.
;
Brooks, Robert
- In:
International review of economics & finance : IREF
38
(
2015
),
pp. 94-111
Persistent link: https://www.econbiz.de/10011572339
Saved in:
49
Testing for current account sustainability under assumptions of smooth break and nonlinearity
Chen, Shyh-Wei
;
Xie, Zixiong
- In:
International review of economics & finance : IREF
38
(
2015
),
pp. 142-156
Persistent link: https://www.econbiz.de/10011572344
Saved in:
50
Granger causality from exchange rates to fundamentals : what does the bootstrap test show us?
Ko, Hsiu-Hsin
;
Ōgaki, Masao
- In:
International review of economics & finance : IREF
38
(
2015
),
pp. 198-206
Persistent link: https://www.econbiz.de/10011572350
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->